+1,148.0%
EIX vs CRS
+6,203.6%
-5,055.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.7% |
| 7D | +1.4% | +4.8% | -3.4% | +0.5% |
| 30D | +8.5% | -23.2% | +31.7% | +12.4% |
| 3M | -13.5% | -45.5% | +32.1% | -5.5% |
| 6M | -12.4% | -33.1% | +20.8% | -7.9% |
| YTD | +5.9% | -7.2% | +13.1% | +4.9% |
| 1Y | +7.6% | -10.0% | +17.6% | +6.9% |
| 3Y | +12.8% | +332.3% | -319.5% | -16.4% |
| 5Y | +19.2% | +801.9% | -782.6% | -24.2% |
| 10Y | +34.9% | +820.9% | -786.1% | -22.3% |
| All | +1,148.0% | +6,203.6% | -5,055.7% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling